+1,208.8%
MTSI vs SPYG
+797.8%
+411.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | +1.4% | +0.4% | +1.0% | +0.8% |
| 30D | +2.1% | -0.4% | +2.5% | +3.0% |
| 3M | -29.7% | +0.5% | -30.3% | -29.1% |
| 6M | +12.5% | +17.5% | -4.9% | -8.7% |
| YTD | +57.0% | +14.3% | +42.7% | +32.1% |
| 1Y | +103.9% | +21.7% | +82.2% | +58.1% |
| 3Y | +223.6% | +98.6% | +125.0% | +30.6% |
| 5Y | +321.6% | +85.1% | +236.4% | +89.6% |
| 10Y | +517.7% | +412.0% | +105.7% | -31.0% |
| All | +1,208.8% | +797.8% | +411.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling